Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.604 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48990.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44821.64 Kr¶

PnL: ---------------------------------------> -126.36 Kr¶

DD now: ---------------------------------> -7.774 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:25:37.751480'

Anic Portfolio¶

Today¶

Return: -0.634 %¶

This Week¶

Return: -0.634 %¶

Total portfolio value¶

Return including deposits: 60.382 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1664.100000 196.560000 13.390000 1467.540000
Sedana Medical 93 1.850000 2561.220000 46.500000 1.850000 2514.720000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Catena 2 1.520000 801.600000 12.000000 1.520000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Orrön Energy 180 0.310000 2046.600000 9.000000 0.440000 2037.600000
JM 6 1.040000 871.200000 9.000000 1.040000 862.200000
Sagax B 4 0.890000 859.600000 7.600000 0.890000 852.000000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Biotage 7 0.450000 943.600000 4.200000 0.450000 939.400000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
ASSA ABLOY B 3 0.190000 778.500000 1.500000 0.190000 777.000000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
Hexatronic Group 12 0.020000 964.800000 0.240000 0.020000 964.560000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Byggmax Group 33 -0.550000 949.080000 -5.280000 -0.550000 954.360000
Addnode Group B 11 -0.600000 913.000000 -5.500000 -0.600000 918.500000
SKF B 5 -0.670000 931.750000 -6.250000 -0.670000 938.000000
OX2 13 -1.300000 935.350000 -12.350000 -1.300000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Vitec Software Group B 2 -3.040000 1051.000000 -33.000000 -3.040000 1084.000000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.490000 816.800000 -38.400000 -4.490000 855.200000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Indutrade 5 -3.790000 1168.500000 -46.000000 -3.790000 1214.500000
Bufab 3 -4.560000 1056.000000 -50.400000 -4.560000 1106.400000
Hexagon B 26 -1.620000 3395.600000 -55.900000 -1.620000 3451.500000
BHG Group 97 -7.000000 1354.120000 -100.880000 -6.930000 1455.000000
TOTAL 44819.790000 -128.210000 -7.77796% 44948.000000

Updated:¶

'2023-07-03 16:24:31.198850'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶